Anic Equity¶

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Total return since start: 0.601 %¶

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Equity now: -----------------------------> 48918.91 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42235.91 Kr¶

PnL: ---------------------------------------> -197.37 Kr¶

DD now: ---------------------------------> -7.909 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 10:57:31.005635'

Anic Portfolio¶

Today¶

Return: -0.779 %¶

This Week¶

Return: -0.779 %¶

Total portfolio value¶

Return including deposits: 60.148 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.280000 1671.300000 203.760000 13.880000 1467.540000
JM 6 2.160000 880.800000 18.600000 2.160000 862.200000
HEXPOL B 9 0.440000 1033.200000 15.300000 1.500000 1017.900000
Atrium Ljungberg B 5 1.180000 944.000000 11.000000 1.180000 933.000000
Sagax B 4 1.270000 862.800000 10.800000 1.270000 852.000000
BioGaia B 8 0.950000 936.800000 8.800000 0.950000 928.000000
Hoist Finance 35 0.890000 987.000000 8.750000 0.890000 978.250000
Catena 2 0.710000 795.200000 5.600000 0.710000 789.600000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
EQT 4 0.530000 834.000000 4.400000 0.530000 829.600000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
AcadeMedia 8 0.500000 404.800000 3.600000 0.900000 401.200000
ASSA ABLOY B 3 0.040000 777.300000 0.300000 0.040000 777.000000
Byggmax Group 33 0.000000 954.360000 0.000000 0.000000 954.360000
Creaspac SPAC 39 -0.110000 3708.900000 0.000000 0.000000 3708.900000
SKF B 5 -0.030000 937.750000 -0.250000 -0.030000 938.000000
Clas Ohlson B 12 -0.060000 970.200000 -0.600000 -0.060000 970.800000
Biotage 7 -0.150000 938.000000 -1.400000 -0.150000 939.400000
Bilia A 8 -0.360000 896.000000 -1.600000 -0.180000 897.600000
Gränges 9 -0.190000 924.300000 -1.800000 -0.190000 926.100000
Orrön Energy 180 -0.220000 2035.800000 -1.800000 -0.090000 2037.600000
Alimak Group 11 -1.430000 913.000000 -13.200000 -1.430000 926.200000
Hexatronic Group 12 -1.490000 950.160000 -14.400000 -1.490000 964.560000
OX2 13 -1.710000 931.450000 -16.250000 -1.710000 947.700000
Nordic Waterproofing Holding 7 -1.890000 946.400000 -18.200000 -1.890000 964.600000
Latour B 4 -3.180000 828.000000 -27.200000 -3.180000 855.200000
Addnode Group B 11 -3.290000 888.250000 -30.250000 -3.290000 918.500000
Indutrade 5 -2.760000 1181.000000 -33.500000 -2.760000 1214.500000
VEF 909 -2.360000 1808.910000 -36.360000 -1.970000 1845.270000
Hexagon B 26 -1.390000 3403.400000 -48.100000 -1.390000 3451.500000
Bufab 3 -4.610000 1055.400000 -51.000000 -4.610000 1106.400000
BHG Group 97 -4.130000 1395.830000 -59.170000 -4.070000 1455.000000
Vitec Software Group B 2 -6.460000 1014.000000 -70.000000 -6.460000 1084.000000
INVISIO 16 -1.960000 3608.000000 -72.000000 -1.960000 3680.000000
TOTAL 42235.910000 -197.370000 -7.90929% 42433.280000

Updated:¶

'2023-07-03 10:57:47.720025'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶